fips.Estimator.leverage#
- Estimator.leverage(x)[source]#
Calculate the leverage matrix.
Which observations are likely to have more impact on the solution.
\[L = Hx ((Hx)^T (H S_0 H^T + S_z)^{-1} Hx)^{-1} (Hx)^T (H S_0 H^T + S_z)^{-1}\]- Parameters:
x (np.ndarray) – State vector.
- Returns:
Leverage matrix.
- Return type:
np.ndarray